-40.4%
APTV vs IRM
+34.4%
-74.8%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.6% | +1.4% | +2.6% |
| 7D | +4.8% | -0.5% | +5.3% | +4.9% |
| 30D | +2.0% | -8.1% | +10.1% | +4.5% |
| 3M | -34.2% | -9.7% | -24.6% | -32.4% |
| 6M | -34.7% | +10.0% | -44.7% | -37.6% |
| YTD | -37.0% | +43.0% | -80.0% | -44.7% |
| 1Y | -40.4% | +32.7% | -73.1% | -45.9% |
| All | -40.4% | +34.4% | -74.8% | -45.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded IRM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling